Works matching IS 01439782 AND DT 2022 AND VI 43 AND IP 1

Results: 11

Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 4, doi. 10.1111/jtsa.12632
Publication type:: Article

Editorial Announcement: Professor Michael McAleer.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 3, doi. 10.1111/jtsa.12631
Publication type:: Article

Generalized autoregressive moving average models with GARCH errors.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 125, doi. 10.1111/jtsa.12602

By:

Zheng, Tingguo;
Xiao, Han;
Chen, Rong

Publication type:

Article

Issue Information.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 1, doi. 10.1111/jtsa.12596
Publication type:: Article

On the Relationship between Uhlig Extended and beta‐Bartlett Processes.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 147, doi. 10.1111/jtsa.12595

By:

Peña, Víctor;
Irie, Kaoru

Publication type:

Article

State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 105, doi. 10.1111/jtsa.12594

By:

Chun, Dohyun;
Kim, Donggyu

Publication type:

Article

Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 83, doi. 10.1111/jtsa.12593
Publication type:: Article

Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 53, doi. 10.1111/jtsa.12592

By:

Song, Yuping;
Hou, Weijie;
Lin, Zhengyan

Publication type:

Article

Wasserstein autoregressive models for density time series.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 30, doi. 10.1111/jtsa.12590

By:

Zhang, Chao;
Kokoszka, Piotr;
Petersen, Alexander

Publication type:

Article

Periodic autoregressive conditional duration.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 5, doi. 10.1111/jtsa.12588

By:

Aknouche, Abdelhakim;
Almohaimeed, Bader;
Dimitrakopoulos, Stefanos

Publication type:

Article

Review of the book Stochastic Models for Time Series by Paul Doukhan.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 1, p. 154, doi. 10.1111/jtsa.12581
Publication type:: Article